Multistage Estimation Procedures with Bounded Risk for the Normal Mean Under LINEX Loss Function

DOI10.1080/07474940600596711zbMath1099.62092OpenAlexW1994381070MaRDI QIDQ5478887

Yoshikazu Takada

Publication date: 13 July 2006

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940600596711

zbMATH Keywords

LINEX loss functionTwo-stage procedureThree-stage procedureBounded risk problemSecond-order asymptotics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Sequential statistical analysis (62L10) Sequential estimation (62L12)

Related Items (9)

Some variants of adaptive sampling procedures and their applications ⋮ Bayes Sequential Estimation for One-Parameter Exponential Family Under Asymmetric LINEX Loss Function ⋮ Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics ⋮ Multistage point estimation methodologies for a negative exponential location under a modified linex loss function: Illustrations with infant mortality and bone marrow data ⋮ Multi-stage procedures for the minimum risk and bounded risk point estimation of the location of negative exponential distribution under the modified LINEX loss function ⋮ On Exact and Asymptotic Properties of Two-Stage and Sequential Estimation of the Normal Mean Under LINEX Loss ⋮ Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data ⋮ Bayes sequential estimation for a Poisson process under a LINEX loss function ⋮ Optimal, nearly optimal and robust procedures for the exponential distribution with relative linear exponential loss

Cites Work

• Asymptotic theory of triple sampling for sequential estimation of a mean
• On a two-stage procedure having second-order properties with applications
• BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• On the admissibility of c[Xbar + d with respect to the linex loss function]
• TWO-STAGE ESTIMATION OF A LINEAR FUNCTION OF NORMAL MEANS WITH SECOND-ORDER APPROXIMATIONS
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• Sequential estimation of normal mean under asymmetric loss function with a shrinkage stopping rule
• Sequential point estimation of normal mean under LINEX loss function.

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